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Span Margin Calculator
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
Call | Put | ||||||||||||||||||
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Vega | Theta | Gamma | Delta | Imp Vol | Vol (k) | OI (lakhs) | PoP | LTP | Strike | LTP | PoP | OI (lakhs) | Vol (k) | Imp Vol | Delta | Gamma | Theta | Vega | |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 58.90 | 205PCR: 31.00 | 0.25 | 2.88% | 0.81 | 31.20 | 50.78% | -0.022 | 0.002 | -0.037 | 0.035 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.18 | 99.00% | 38.05 | 220PCR: 17.86 | 0.65 | 5.83% | 3.25 | 171.60 | 44.92% | -0.049 | 0.003 | -0.064 | 0.068 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 38.55 | 225PCR: 71.00 | 0.75 | 7.00% | 1.85 | 33.80 | 41.99% | -0.060 | 0.004 | -0.071 | 0.081 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.16 | 99.00% | 29.65 | 230PCR: 18.00 | 1.00 | 8.78% | 2.81 | 384.80 | 40.04% | -0.079 | 0.005 | -0.083 | 0.100 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.18 | 99.00% | 23.85 | 235PCR: 12.57 | 1.25 | 10.62% | 2.29 | 122.20 | 37.11% | -0.099 | 0.007 | -0.091 | 0.118 | Login To Trade |
0.134 | -0.093 | 0.009 | 0.882 | 33.20% | 2.60 | 0.18 | 45.92% | 25.90 | 240PCR: 26.71 | 1.65 | 13.31% | 4.86 | 408.20 | 35.16% | -0.130 | 0.009 | -0.105 | 0.144 | Login To Trade |
0.166 | -0.108 | 0.011 | 0.839 | 31.25% | 85.80 | 0.26 | 44.85% | 21.30 | 245PCR: 25.10 | 2.20 | 16.89% | 6.53 | 504.40 | 33.20% | -0.174 | 0.011 | -0.121 | 0.174 | Login To Trade |
0.196 | -0.118 | 0.015 | 0.789 | 28.81% | 140.40 | 0.91 | 43.58% | 17.00 | 250PCR: 15.34 | 3.00 | 21.11% | 13.96 | 1,157.00 | 31.74% | -0.231 | 0.014 | -0.137 | 0.206 | Login To Trade |
0.240 | -0.156 | 0.017 | 0.689 | 31.25% | 275.60 | 2.05 | 40.28% | 13.80 | 255PCR: 3.61 | 4.10 | 25.85% | 7.41 | 696.80 | 29.79% | -0.304 | 0.017 | -0.147 | 0.237 | Login To Trade |
0.261 | -0.155 | 0.020 | 0.608 | 28.56% | 1,175.20 | 7.51 | 37.35% | 10.15 | 260PCR: 1.77 | 5.60 | 31.20% | 13.29 | 949.00 | 28.81% | -0.396 | 0.020 | -0.157 | 0.261 | Login To Trade |
0.271 | -0.157 | 0.021 | 0.502 | 27.83% | 915.20 | 11.96 | 32.89% | 6.95 | 265PCR: 0.55 | 7.95 | 36.25% | 6.58 | 338.00 | 28.32% | -0.498 | 0.021 | -0.160 | 0.271 | Login To Trade |
0.262 | -0.149 | 0.021 | 0.399 | 27.34% | 1,534.00 | 17.03 | 27.75% | 5.05 | 270PCR: 0.47 | 10.90 | 40.33% | 7.98 | 228.80 | 28.81% | -0.595 | 0.020 | -0.158 | 0.263 | Login To Trade |
0.238 | -0.141 | 0.018 | 0.307 | 28.32% | 722.80 | 10.82 | 22.46% | 3.55 | 275PCR: 0.35 | 14.20 | 43.94% | 3.80 | 202.80 | 28.32% | -0.693 | 0.018 | -0.141 | 0.238 | Login To Trade |
0.203 | -0.118 | 0.016 | 0.224 | 27.83% | 1,276.60 | 29.15 | 17.09% | 2.40 | 280PCR: 0.12 | 19.75 | 44.92% | 3.38 | 70.20 | 36.62% | -0.711 | 0.014 | -0.177 | 0.232 | Login To Trade |
0.168 | -0.101 | 0.013 | 0.164 | 28.81% | 395.20 | 7.46 | 12.91% | 1.65 | 285PCR: 0.08 | 23.25 | 47.17% | 0.60 | 5.20 | 34.18% | -0.792 | 0.012 | -0.139 | 0.195 | Login To Trade |
0.134 | -0.082 | 0.010 | 0.118 | 29.30% | 1,180.40 | 20.75 | 9.46% | 1.15 | 290PCR: 0.04 | 26.65 | 49.21% | 0.86 | 18.20 | 30.27% | -0.874 | 0.010 | -0.089 | 0.141 | Login To Trade |
0.112 | -0.073 | 0.008 | 0.092 | 31.25% | 208.00 | 6.27 | 7.43% | 0.90 | 295PCR: 0.05 | 31.15 | 50.30% | 0.29 | 5.20 | 28.32% | -0.929 | 0.007 | -0.054 | 0.092 | Login To Trade |
0.097 | -0.067 | 0.006 | 0.076 | 33.20% | 1,853.80 | 32.24 | 6.09% | 0.70 | 300PCR: 0.30 | 36.00 | 50.56% | 9.78 | 5.20 | 31.25% | -0.937 | 0.006 | -0.055 | 0.084 | Login To Trade |
0.062 | -0.046 | 0.004 | 0.043 | 35.16% | 187.20 | 5.59 | 3.45% | 0.40 | 310PCR: 0.16 | 50.50 | 49.18% | 0.88 | 15.60 | 67.87% | -0.796 | 0.006 | -0.272 | 0.192 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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